//-------------------------------------------------------------------------
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutableConstructor private DiscountFxForwardRates(com.opengamma.strata.basics.currency.CurrencyPair currencyPair, com.opengamma.strata.basics.currency.FxRateProvider fxRateProvider, com.opengamma.strata.pricer.DiscountFactors baseCurrencyDiscountFactors, com.opengamma.strata.pricer.DiscountFactors counterCurrencyDiscountFactors)
private DiscountFxForwardRates(CurrencyPair currencyPair, FxRateProvider fxRateProvider, DiscountFactors baseCurrencyDiscountFactors, DiscountFactors counterCurrencyDiscountFactors)
{
JodaBeanUtils.notNull(currencyPair, "currencyPair");
JodaBeanUtils.notNull(fxRateProvider, "fxRateProvider");
JodaBeanUtils.notNull(baseCurrencyDiscountFactors, "baseCurrencyDiscountFactors");
JodaBeanUtils.notNull(counterCurrencyDiscountFactors, "counterCurrencyDiscountFactors");
if (!baseCurrencyDiscountFactors.Currency.Equals(currencyPair.Base))
{
throw new System.ArgumentException(Messages.format("Index base currency {} did not match discount factor base currency {}", currencyPair.Base, baseCurrencyDiscountFactors.Currency));
}
if (!counterCurrencyDiscountFactors.Currency.Equals(currencyPair.Counter))
{
throw new System.ArgumentException(Messages.format("Index counter currency {} did not match discount factor counter currency {}", currencyPair.Counter, counterCurrencyDiscountFactors.Currency));
}
if (!baseCurrencyDiscountFactors.ValuationDate.Equals(counterCurrencyDiscountFactors.ValuationDate))
{
throw new System.ArgumentException("Curves must have the same valuation date");
}
this.currencyPair = currencyPair;
this.fxRateProvider = fxRateProvider;
this.baseCurrencyDiscountFactors = baseCurrencyDiscountFactors;
this.counterCurrencyDiscountFactors = counterCurrencyDiscountFactors;
this.valuationDate = baseCurrencyDiscountFactors.ValuationDate;
this.paramCombiner = ParameterizedDataCombiner.of(baseCurrencyDiscountFactors, counterCurrencyDiscountFactors);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutableConstructor private SabrParameters(com.opengamma.strata.market.curve.Curve alphaCurve, com.opengamma.strata.market.curve.Curve betaCurve, com.opengamma.strata.market.curve.Curve rhoCurve, com.opengamma.strata.market.curve.Curve nuCurve, com.opengamma.strata.market.curve.Curve shiftCurve, SabrVolatilityFormula sabrFormula)
private SabrParameters(Curve alphaCurve, Curve betaCurve, Curve rhoCurve, Curve nuCurve, Curve shiftCurve, SabrVolatilityFormula sabrFormula)
{
validate(alphaCurve, "alphaCurve", ValueType.SABR_ALPHA);
validate(betaCurve, "betaCurve", ValueType.SABR_BETA);
validate(rhoCurve, "rhoCurve", ValueType.SABR_RHO);
validate(nuCurve, "nuCurve", ValueType.SABR_NU);
ArgChecker.notNull(shiftCurve, "shiftCurve");
ArgChecker.notNull(sabrFormula, "sabrFormula");
DayCount dayCount = alphaCurve.Metadata.findInfo(CurveInfoType.DAY_COUNT).orElseThrow(() => new System.ArgumentException("Incorrect curve metadata, missing DayCount"));
validate(betaCurve, dayCount);
validate(rhoCurve, dayCount);
validate(nuCurve, dayCount);
validate(shiftCurve, dayCount);
this.alphaCurve = alphaCurve;
this.betaCurve = betaCurve;
this.rhoCurve = rhoCurve;
this.nuCurve = nuCurve;
this.shiftCurve = shiftCurve;
this.sabrVolatilityFormula = sabrFormula;
this.dayCount = dayCount;
this.paramCombiner = ParameterizedDataCombiner.of(alphaCurve, betaCurve, rhoCurve, nuCurve, shiftCurve);
}